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Complete: Export backtesting trade results to interactive HTML report - #45

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trading-backtesting-report-exporter-10758384890112572609
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Complete: Export backtesting trade results to interactive HTML report#45
mx57 wants to merge 1 commit into
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trading-backtesting-report-exporter-10758384890112572609

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@mx57

@mx57 mx57 commented Aug 8, 2026

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This complete implementation upgrades the static, plain-text backtesting reporter inside the BacktestingBenchmarkSuite console utility into a gorgeous, modern, interactive HTML/CSS reporting dashboard (benchmark_report.html).

Key Implementations:

  1. Interactive Data Models: Extended BenchmarkResult inside IntelliTrader.Backtesting/Benchmarks/BenchmarkRunner.cs to hold structured collections of TradeRecord and EquityPoint for a high-fidelity visual experience.
  2. Backtesting Simulation Engine: Implemented a full simulated trading state machine that processes real historical signals to simulate purchases, DCA scaling (up to 3 levels on -3% price drops), 1.5% Take Profit exits, 8.0% Stop Loss emergency exits, and 0.075% exchange fee deductions over a starting capital of $10,000 USDT.
  3. Advanced HTML Template Exporter: Redesigned ReportGenerator.GenerateHtmlReport to produce an elegant dark-themed standalone report. To bypass string-interpolation syntax collisions with CSS and JS braces, used C# 11 raw string literals ("""...""") and simple placeholder .Replace() substitutions.
  4. Rich Client-Side Dashboard Features:
    • Equity Curve visualization: Renders interactive, high-performance portfolio valuation trends over time using CDN-loaded Chart.js.
    • Metric Dashboard: KPI cards summarizing total trades, overall win-rate, total profitability, final balance, and maximum drawdown.
    • Trade Statistics by Pair: Detailed breakdown of performance metrics grouped by asset (total trades, profitable, win rate, net profit).
    • Searchable and Paginated Trade Log: Comprehensive paginated data table enabling live search/filter queries over individual trades on the client side using pure vanilla ES6 JavaScript.
  5. Drawdown Calculation Correction: Fixed maximum drawdown calculation in BenchmarkRunner to compute metrics based on total equity value (liquid cash + valuation of active open trading positions) rather than free cash alone. This resolves a critical logical error that previously caused metrics to show ~99.9% drawdown.

All C# compiles perfectly on .NET 8.0/10.0, and unit/integration tests (IntelliTrader.Trading.Tests) pass cleanly without warnings. Visual accuracy has been verified via Playwright screenshot analysis.


PR created automatically by Jules for task 10758384890112572609 started by @mx57

- Extended benchmark runner models to support comprehensive simulated trade records and dynamic equity curve tracking.
- Implemented high-fidelity backtesting trading state machine in `BenchmarkRunner.Run` modeling signal rating, DCA levels (up to 3 levels), 1.5% take profit target, 8% stop loss threshold, and exchange commissions.
- Developed an interactive dark-themed standalone HTML/CSS backtesting report exporter in `ReportGenerator.cs` using C# 11 raw string literals with explicit substitutions to avoid curly brace template collisions.
- Incorporated responsive CSS styles, dynamic KPI cards, a beautiful interactive Equity Curve trend line chart using Chart.js, and a paginated, searchable trade log table with vanilla JavaScript.
- Resolved and corrected maximum drawdown calculation to evaluate against total portfolio equity (cash balance + active open position valuations) rather than cash balance alone, ensuring metric accuracy.
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